A securities trading reference data integration system

Abstract

The invention discloses a securities trading reference data integration system, comprising a loading processing service and a data processing service, wherein one or more instances can be respectivelydeployed in the serivces for message exchange through a message bus. Load processing service is divided into a message protocol definition module, a data conversion rule definition module and a default rule definition module, a data loading engine, a message protocol conversion engine, data conversion engine. Data processing service is divided into a priority rule definition module, a manual maintenance interface module, a message receiving engine, a rule processing engine, a data storage engine. Through a series of rule modules and processing engines of the reference data integration system,the reference data information from different sources can be integrated to provide reliable, comprehensive and maintainable securities trading reference data for the internal system.

Description

technical field [0001] The invention relates to the field of securities transaction reference data integration, in particular to a self-built securities transaction reference data integration system. Background technique [0002] Securities trading reference data mainly refer to financial product information such as stocks, bonds, funds, and futures. Information sources include exchanges, inter-bank markets, information providers, cooperative institutions, and internal companies. [0003] Reference data is the basis of securities trading and the premise of risk control and formulation of trading strategies. In traditional securities trading, people usually directly use reference data from exchanges or information providers, which often brings many problems: [0004] 1. The information obtained from different data sources may only be some incomplete fragments of real information. For example, if you only obtain reference data through the trading market, you may not be able t...

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Problems solved by technology

[0004] 1. The information obtained from different data sources may only be some incomplete fragments of real information

For example, if you only obtain reference data through the trading market, you may not be able to obtain information about products that are about to be launched in the first place; for example, through Bloomberg’s reference data interface, you can only obtain product information that has a market on the day;

[0005] 2. The quality of data information from different sources may vary, each with its own advantages and disadvantages

[0006] 3. If there is a problem with the data of the information provider, you can only wait for the other party to modify it, but you cannot control the initiative in your own hands

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